+138.0%
GIS vs AG
+264.0%
-126.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.9% |
| 7D | -8.1% | -6.0% | -2.0% | -8.0% |
| 30D | +5.3% | -14.3% | +19.6% | +5.6% |
| 3M | -10.5% | -26.9% | +16.4% | -10.1% |
| 6M | +1.8% | -42.1% | +43.9% | +2.7% |
| YTD | -22.9% | -15.9% | -7.1% | -23.0% |
| 1Y | -22.9% | +11.5% | -34.5% | -23.5% |
| 3Y | -40.5% | +208.0% | -248.5% | -42.8% |
| 5Y | -34.9% | +2.4% | -37.3% | -36.2% |
| 10Y | -19.0% | +77.0% | -96.0% | -23.5% |
| All | +138.0% | +264.0% | -126.1% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling